Raw Data
The data to construct the sample is available here: 
https://wrds-www.wharton.upenn.edu/pages/get-data/compustat-capital-iq-standard-poors/compustat/north-america-daily/fundamentals-annual/


Peters and Taylor Total Q data is available here: 
https://wrds-www.wharton.upenn.edu/pages/get-data/peters-and-taylor-total-q/peters-and-taylor-total-q/

The TFP data is available here: 
https://drive.google.com/file/d/17zlLcyGuRgwCyqdcCguZl7ECeyIkrEgl/view


The Stata data fy1975.dta is the sample data.
The Stata do file "All Tables.do" includes the code to construct the sample and run the regressions. 


The TFP_figure data.dta and TFP figure code.do file are the data and code to generate Figure 1, respectively. 


